Geert Bekaert : Citation Profile


Are you Geert Bekaert?

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

48

H index

65

i10 index

12454

Citations

RESEARCH PRODUCTION:

68

Articles

108

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 429
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 617.    Total self citations: 123 (0.98 %)

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   Permalink: http://citec.repec.org/pbe52
   Updated: 2021-03-07    RAS profile: 2021-02-04    
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Relations with other researchers


Works with:

Harvey, Campbell (2)

Mehl, Arnaud (2)

Aloosh, Arash (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guesmi, Khaled (92)

Guidolin, Massimo (88)

Schmukler, Sergio (70)

Stulz, René (70)

GUPTA, RANGAN (70)

Ang, Andrew (68)

Warnock, Francis (68)

Fratzscher, Marcel (67)

Sarno, Lucio (63)

Nguyen, Duc Khuong (58)

GUESMI, Khaled (56)

Cites to:

Harvey, Campbell (114)

Campbell, John (83)

Hodrick, Robert (60)

Levine, Ross (42)

Bollerslev, Tim (39)

Ang, Andrew (35)

Lundblad, Christian (30)

Shleifer, Andrei (27)

Reinhart, Carmen (27)

Hansen, Lars (26)

Marshall, David (26)

Main data


Where Geert Bekaert has published?


Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics8
Review of Financial Studies8
Journal of Monetary Economics6
Journal of International Money and Finance5
Journal of Empirical Finance3
Journal of International Economics2
Proceedings2
Journal of Business & Economic Statistics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
Working Paper Series / European Central Bank6
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2
2011 Meeting Papers / Society for Economic Dynamics2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2

Recent works citing Geert Bekaert (2021 and 2020)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2020Emerging Markets and Volatility Spillover Effects: Empirical Evidence from Regional Emerging Economies of Pakistan, China, India, and Bangladesh. (2020). Saeed, Muhammad Yasir ; Ghafoor, Muhammad Mudasar ; Hamid, Kashif. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:102-116.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K ; Kusi, Baah A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/028.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). KUSI, BAAH ; Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/028.

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2020Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki. In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice. RePEc:aic:journl:y:2020:v:67-2:p:157-175.

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2020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

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2020Capital Market Financing and Firm Growth. (2020). Schmukler, Sergio ; Levine, Ross ; Didier, Tatiana ; Montanes, Ruth Llovet. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:166.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2020On the bail-out dividend problem for spectrally negative Markov additive models. (2019). Yu, Xiang ; Jos'e-Luis P'erez, ; Noba, Kei. In: Papers. RePEc:arx:papers:1901.03021.

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2020Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

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2020Conditional Correlations and Principal Regression Analysis for Futures. (2019). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine. In: Papers. RePEc:arx:papers:1912.12354.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307.

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2020Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020Distillation of News Flow into Analysis of Stock Reactions. (2020). Bommes, Elisabeth ; Chen, Cathy Y ; Hardle, Wolfgang Karl ; Zhang, Junni L. In: Papers. RePEc:arx:papers:2009.10392.

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2020Copula-Based Factor Model for Credit Risk Analysis. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Papers. RePEc:arx:papers:2009.12092.

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2020Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2020Background Risk and Small-Stakes Risk Aversion. (2020). Pomatto, Luciano ; Mu, Xiaosheng ; Tamuz, Omer ; Strack, Philipp. In: Papers. RePEc:arx:papers:2010.08033.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2020Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435.

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2020Recurrent Conditional Heteroskedasticity. (2020). M. -N. Tran, ; T. -N. Nguyen, ; Kohn, R. In: Papers. RePEc:arx:papers:2010.13061.

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2020Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations. (2020). Schell, Andreas ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2011.07570.

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2020Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091.

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2021Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2021Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Bacchiocchi, Emanuele ; Dragomirescu-Gaina, Catalin. In: Papers. RePEc:arx:papers:2102.06404.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2021A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543.

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2020Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek. In: BCL working papers. RePEc:bcl:bclwop:bclwp141.

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2020Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20.

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2020The regulatory cycle in banking: what lessons from the U.S. experience? (from the Dodd-Frank Act to Covid-19). (2020). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_585_20.

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2020Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20.

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2020Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01.

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2020Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18.

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2021Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Kurcz, Frederik ; Ferrari, Massimo. In: Working papers. RePEc:bfr:banfra:802.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2020Foreign participation in the local currency bond markets of emerging market economies: good or bad for market resilience and financial stability?. (2020). Monetary, Hong Kong. In: BIS Papers chapters. RePEc:bis:bisbpc:113-08.

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2020Who monitors opaque borrowers? Debt specialisation, institutional ownership, and information opacity. (2020). Soonawalla, Kazbi ; Platikanova, Petya . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1867-1904.

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2020Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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2020The effects of environmental regulation on the stock market: the French experience. (2020). Pham, Huy ; Anh, Huy Nguyen ; Moosa, Imad ; Ramiah, Vikash. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3279-3304.

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2020Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Decomposing the VIX: Implications for the predictability of stock returns. (2020). Chow, Victor K ; Li, Jingrui ; Jiang, Wanjun. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:645-668.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2020Foreign Exchange Risk, Hedging, and Tax‐Motivated Outbound Income Shifting. (2020). Deng, Zero. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:4:p:953-987.

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2020Shortfall aversion. (2020). Ren, Dan ; Huberman, Gur ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:869-920.

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2020A term structure model for dividends and interest rates. (2020). Willems, Sander ; Filipovi, Damir. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1461-1496.

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2020Labor Unionization and Supply‐Chain Partners’ Performance. (2020). Sun, Jiong ; Li, Jing ; Leung, Woon Sau. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:5:p:1325-1353.

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2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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2020US ECONOMIC POLICY UNCERTAINTY AND GCC STOCK MARKET PERFORMANCE. (2020). Abdullah, Saeed. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:223-242.

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2020The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms’ Expectations and Plans. (2020). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1013.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2020The effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_001.

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2020Characteristics of Uncertainty Indices in the Macroeconomy. (2020). Nakajima, Jouchi ; Okuda, Tatsushi ; Shinohara, Takeshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e06.

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2020Vulnerable Growth: A Revisit. (2020). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:2022.

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2020The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:2029.

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2020A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20114.

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2020Global shocks and emerging economies: disentangling the commodity roller coaster. (2020). Valerio, Andre Cordeiro ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td623.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp677.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

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2020Close Encounters of the European Kind: Economic Integration, Sectoral Heterogeneity and Structural Reforms. (2020). Campos, Nauro ; Eichenauer, Vera Z ; Sturm, Jan-Egbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8582.

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2020Will Germanys Temporary VAT Tax Rates Cut as Part of the Covid-19 Fiscal Stimulus Package Boost Consumption and Growth?. (2020). Funke, Michael ; Terasa, Raphael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8765.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2020The impact of macroprudential policies on industrial growth. (2020). Madeira, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:867.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

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2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

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2020Do oil-market shocks drive global liquidity?. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-33.

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2020Forecasting inflation for India with the Phillips Curve: Evidence from internet search data. (2020). Sahu, Sohini ; Jha, Saakshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00920.

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2020Conditional capital asset pricing model, long-run risk, and stock valuation. (2020). Gueyie, Jean-Pierre ; Assogbavi, Tov ; Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01100.

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2020Export Product Diversification and Fiscal Space Volatility in Developing Countries: Exploring the Economic Growth Volatility Channel. (2020). Gnangnon, Sena Kimm. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00361.

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2020Stock market prediction models. (2020). Trainor, William J ; Traian, Anca ; Shelley, Garry L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00486.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria. In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2020Stock return comovement when investors are distracted: more, and more homogeneous. (2020). Jansen, David-Jan ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202412.

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2020Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442.

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2020Monetary policy and intangible investment. (2020). Döttling, Robin ; Ratnovski, Lev ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20202444.

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2020Financial conditions, business cycle fluctuations and growth at risk. (2020). Manganelli, Simone ; Falconio, Andrea . In: Working Paper Series. RePEc:ecb:ecbwps:20202470.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

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2020Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20202489.

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2020Do words hurt more than actions? The impact of trade tensions on financial markets. (2020). Pagliari, Maria Sole ; Minesso Ferrari, Massimo ; Kurcz, Frederik. In: Working Paper Series. RePEc:ecb:ecbwps:20202490.

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2020How news affects sectoral stock prices through earnings expectations and risk premia. (2020). Hvid, Anna Kirstine ; Kristiansen, Kristian. In: Working Paper Series. RePEc:ecb:ecbwps:20202493.

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2020Daily tracker of global economic activity: a close-up of the COVID-19 pandemic. (2020). Perez Quiros, Gabriel ; Diaz, Elena Maria ; Perezquiros, Gabriel . In: Working Paper Series. RePEc:ecb:ecbwps:20202505.

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2020Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-12.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of


Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:


YearTitleTypeCited

Works by Geert Bekaert:


YearTitleTypeCited
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
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article13
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
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article29
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
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article453
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 453
paper
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
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article253
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
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This paper has another version. Agregated cites: 253
paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article860
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 860
paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
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article141
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 141
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article817
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 817
paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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paper
2001Expectations Hypotheses Tests In: Journal of Finance.
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article155
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 155
paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article145
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
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article239
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
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article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
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paper
2009International Stock Return Comovements In: Journal of Finance.
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article242
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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paper
2008International stock return comovements.(2008) In: Working Paper Series.
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paper
2005International Stock Return Comovements.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 242
paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 242
paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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article280
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 280
paper
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 280
paper
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 280
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 280
paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article97
2003Equity market liberalization in emerging markets.(2003) In: Review.
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article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
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article0
2019Good Carry, Bad Carry In: CEPR Discussion Papers.
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paper1
2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
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2019Currency Factors In: CEPR Discussion Papers.
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paper12
2019Currency Factors.(2019) In: NBER Working Papers.
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paper
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
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paper60
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 60
paper
2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 60
article
2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 60
paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper329
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 329
paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 329
article
2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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paper116
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 116
article
2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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paper
2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 116
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
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paper181
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 181
paper
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 181
paper
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 181
article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper93
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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This paper has another version. Agregated cites: 93
paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 93
paper
2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 93
article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
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paper64
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 64
article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 64
paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
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paper27
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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paper477
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has another version. Agregated cites: 477
article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 477
paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 477
article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 477
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 477
paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
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paper2
2018International Financial Management In: Cambridge Books.
[Citation analysis]
book1
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
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article3
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
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paper21
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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paper196
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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article
2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 196
paper
2020Risk and return in international corporate bond markets In: Working Paper Series.
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paper1
2016Political risk and international valuation In: Journal of Corporate Finance.
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article17
2001Emerging equity markets and economic development In: Journal of Development Economics.
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article202
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 202
paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
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article80
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
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article19
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article148
2003Emerging markets finance In: Journal of Empirical Finance.
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article289
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
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article39
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
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article73
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 73
paper
1997Target zones and exchange rates : An empirical investigation.(1997) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 73
paper
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article63
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 63
paper
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 63
paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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article8
1997Emerging equity market volatility In: Journal of Financial Economics.
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article678
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 678
paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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article181
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
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This paper has another version. Agregated cites: 181
paper
1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 181
paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article227
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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paper
2005Why stocks may disappoint In: Journal of Financial Economics.
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article101
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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article861
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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This paper has another version. Agregated cites: 861
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2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
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article141
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article175
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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article246
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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article92
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
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article21
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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article82
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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paper
1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 82
paper
2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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article133
1997\Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 133
paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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article439
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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paper
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 439
paper
2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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article52
2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
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2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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2015Macroeconomic regimes In: Journal of Monetary Economics.
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article27
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 27
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011Financial Openness and Productivity In: World Development.
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article90
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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2014Flights to Safety In: Finance and Economics Discussion Series.
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paper26
2012Flights to Safety.(2012) In: Working Paper Research.
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2013Flights to Safety.(2013) In: NBER Working Papers.
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2020Flights to Safety.(2020) In: Review of Financial Studies.
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2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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paper29
2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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2017Macro Risks and the Term Structure of Interest Rates In: Finance and Economics Discussion Series.
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paper6
2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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2020Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis In: Finance and Economics Discussion Series.
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2007The determinants of stock and bond return comovements In: Working Paper Research.
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2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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2019On the Link Between the Volatility and Skewness of Growth.(2019) In: IMF Economic Review.
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2014Political risk spreads.(2014) In: Journal of International Business Studies.
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2019The Time Variation in Risk Appetite and Uncertainty In: NBER Working Papers.
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2020The Variance Risk Premium in Equilibrium Models In: NBER Working Papers.
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1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
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2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies.
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1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
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2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies.
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1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
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2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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2007Stock Return Predictability: Is it There?.(2007) In: Review of Financial Studies.
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1995The contribution of speculators to effective financial markets. In: Textos para discussão.
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1995The role of capital markets in economic growth In: Textos para discussão.
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